| hardauto | Hardthresholds the mother wavelet coefficients b1 and b2 automatically by sqrt(2 sigma n). To compute the threshold value only b1 and x are used. |
| hardthres | Hardthresholds the mother wavelet coefficients b1 and b2 interactively. The user is a threshold offered by sqrt(2 sigma n). To compute the threshold value only b1 and x is used. |
| hazard | Nonparametric estimator of the hazard rate. The bandwidth parameter can be optionally chosen. |
| hazbase | calculates the baseline hazard and survival function, using the maximum likelihood estimate of the regression parameter beta obatined through hazbeta. |
| hazbeta | calculates the maximum likelihood estimate of the regression parameter beta in the Cox Proportional hazard model, by Newton-Raphson method. |
| hazbeta | calculates the maximum likelihood estimate of the regression parameter beta in the Cox Proportional hazard model, by Newton-Raphson method. |
| hazcoxb | calculates the baseline hazard and survival function, using the maximum likelihood estimate of the regression parameter beta obatined through hazbeta. |
| hazdat | sorts the right-censored data to prepare it for hazard regression analysis. |
| hazdat | sorts the right-censored data to prepare it for hazard regression analysis. |
| hazkpm | estimates the survival function at the sorted observations of a right-censored data together with the Greenwood pointwise confidence intervals. |
| hazkpm | estimates the survival function at the sorted observations of a right-censored data together with the Greenwood pointwise confidence intervals. |
| haznar | calculates the size of the risk set at each points of the censord survival time data. |
| haznar | calculates the size of the risk set at each points of the censord survival time data. |
| hazregll | calculates derivatives up to order 2 of the log-likelihood function at parameter value beta |
| hazregll | calculates derivatives up to order 2 of the log-likelihood function at parameter value beta |
| hazregmain | sets defaults for library hazreg |
| hazregmain | loads the quantlibs needed by the quantlets in the hazreg quantlib |
| hazregtest | Tests the quantlets of the hazreg library. |
| hazregtest | Tests the quantlets of the hazreg library. |
| hazrisk | determines which observations are ar risk at the time point t_i. |
| hazrisk | determines which observations are ar risk at the time point t_i. |
| hazsurv | calculates the conditional survival function, using the maximum likelihood estimate of the regression parameter beta obatined through hazbeta. |
| hazsurv | calculates the conditional survival function, using the maximum likelihood estimate of the regression parameter beta obatined through hazbeta. |
| haztest | calculates the value of the test statistic, the degree of freedom, and the P-value of the likelihood ratio, Wald's and scores tests for the Cox Proportional Hazard model, by Newton-Raphson method. |
| haztest | calculates the value of the test statistic, the degree of freedom, and the P-value for the likelihood ratio test, Wald's test and the score test for Cox's Proportional Hazards model. |
| heckman | 2-step estimation of a regression equation in the presence of self-selection. Selection rule is of the probit type (hence, this is a Type 2 Tobit Model in chapter 10 of Amemiya's Advanced Econometrics). |
| hgen | auxiliary quantlet for full VAR model analysis |
| hgenrr | Generation of H for the Reduced Rank VAR Model |
| hhmult | hhmult calculates the H-H statistic to jointly test the specification of the link functions of a polychotomous response model (such as the conditional logit model or the multinomial logit model) |
| hhtest | hhtest calculates the H-H statistic to test the specifi- cation of the link function of a generalized linear model (such as the logit or probit model), assuming the index is correctly specified. |
| highepa | highepa computes the multivariate higher order kernel derived from the epanechnikov kernel |
| highgau | highgau computes the multivariate higher order kernel derived from the gaussian kernel |
| hill | Estimates the tail index of fat-tailed distributions |
| hillgp1 | Hill estimator for GP1 model. |
| hillgp1diag | Vector of Hill estimator for GP1 model |
| hinesplot | computes the Hines & Hines plot for a fixed p and a set of quantiles. |
| histogram | shows a histgram for the selected variables. One or more group variables (disctrete type) can be selected. The origin and the binwidth are interactivly chosen by the user |
| histogramrech | computes the histogram for selected variables |
| hls2rgb | Generates RGB colors from the HLS color model. |
| holmo | Supporting Quantlet for cartsplit |
| holmo2 | |
| hour | returns the hour as a string |
| hurst | estimates the Hurst coefficent of a process using the R/S statistics |